The Geometry of Statistical Efficiency and Matrix Statistics Journal Article uri icon

Overview

abstract

  • We will place certain parts of the theory of statistical efficiency into the author's ; operator trigonometry (1967), thereby providing new geometrical understanding of statistical efficiency. Important ; earlier results of Bloomfield and Watson, Durbin and Kendall, Rao and Rao, will be so interpreted. For; example, worse case relative least squares efficiency corresponds to and is achieved by the maximal turning ; antieigenvectors of the covariance matrix. Some little-known historical perspectives will also be exposed. ; The overall view will be emphasized.

publication date

  • November 13, 2007

has restriction

  • gold

Date in CU Experts

  • September 18, 2013 5:46 AM

Full Author List

  • Gustafson K

author count

  • 1

Other Profiles

International Standard Serial Number (ISSN)

  • 1173-9126

Electronic International Standard Serial Number (EISSN)

  • 1532-7612

Additional Document Info

start page

  • 1

end page

  • 16

volume

  • 2007